Chief Data Officer
Austin Gerig
Austin Gerig became the SEC's Chief Data Officer in February 2020. In this role, he helps develop the SEC’s data management strategy and priorities, enables data analytics to support enforcement, examinations, and policymaking, and ensures that the agency collects only the data it needs to fulfill its mission and can effectively secure.
Mr. Gerig headed the Office of Data Science within the SEC's Division of Economic and Risk Analysis (DERA) beginning in September 2016, managing a team of data scientists, data engineers, financial economists, and research associates.
He chairs the SEC’s Data Management Board and has served as the SEC’s representative on the Financial Stability Board’s Analytical Group on Vulnerabilities and its Financial Innovation Group. He began his SEC career in June 2014 as a financial economist in DERA.
Before coming to the SEC, Mr. Gerig was a senior research fellow at the University of Oxford’s Said Business School. From 2008 to June 2011, he was a postdoctoral research fellow at the University of Technology in Sydney.
Mr. Gerig received his Ph.D. in physics in 2007 from the University of Illinois at Urbana-Champaign, where he received a master’s degree in physics and a master’s in finance. He graduated from the University of Notre Dame in 2000 with a bachelor’s degree in physics.
- Chief Data Officer
Office of the Chief Data Officer
U.S. Securities and Exchange Commission
2020-present - Assistant Director
Division of Economic and Risk Analysis
U.S. Securities and Exchange Commission
2014-2020 - Financial Economist
Division of Economic and Risk Analysis
U.S. Securities and Exchange Commission
2014-2016 - Senior Research Fellow
Said Business School
University of Oxford
2011-2014 - Postdoctoral Research Fellow
School of Finance and Economics
University of Technology, Sydney
2008-2011 - Postdoctoral Researcher
Santa Fe Institute
2008
- Daniel Fricke and Austin Gerig, 2017, Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets, Quantitative Finance Forthcoming.
- Austin Gerig and David Michayluk, 2016, Automated Liquidity Provision, Pacific-Basin Finance Journal In Press.
- Benjamin Myers and Austin Gerig, 2015, Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets, Financial Econometrics and Empirical Market Microstructure, A. K. Bera, S. Ivliev, and F. Lillo (eds.), Springer, USA.
- J. Doyne Farmer, Austin Gerig, Fabrizio Lillo, and Henri Waelbroeck, 2013, How Efficiency Shapes Market Impact, Quantitative Finance 13(11): 1743-1758.
- Miguel A. Fuentes, Austin Gerig, and Javier Vicente, 2012, Non-Gaussian Price Dynamics,Derivative Securities Pricing and Modelling, J. A. Batten and N. Wagner (eds.), Emerald, United Kingdom.
- Austin Gerig, 2011, Universal Laws and Economic Phenomena, Complexity 17(1): 9-12.
- Miguel A. Fuentes, Austin Gerig, and Javier Vicente, 2009, Universal Behavior of Extreme Price Movements in Stock Markets, PLoS ONE 4(12): e8243.
- Austin Gerig, Javier Vicente, and Miguel A. Fuentes, Model for Non-Gaussian Intraday Stock Returns, 2009, Physical Review E 80: 065102(R)
- Esteban Moro, Javier Vicente, Luis G. Moyano, Austin Gerig, J. Doyne Farmer, Gabriella Vaglica, Fabrizio Lillo, and Rosario N. Mantegna, 2009, Market Impact and the Trading Profile of Hidden Orders in Stock Markets, Physical Review E 80: 066102.
- J. Doyne Farmer, Austin Gerig, Fabrizio Lillo, and Scabolcs Mike, 2006, Market Efficiency and the Long-Memory of Supply and Demand: Is Price Impact Variable and Permanent or Fixed and Temporary? Quantitative Finance 6(2): 107-112.
- Austin Gerig, High-Frequency Trading Synchronizes Prices in Financial Markets.
- Raoul Golan and Austin Gerig, A Stochastic Feedback Model for Volatility.
- Austin Gerig, J. Doyne Farmer, and Fabrizio Lillo, How Prices Respond to Worked Orders.
CONFERENCE ACTIVITIES
- Research presentation, 2017 Time Compliance for MiFID II.
- Panel member, 2017 Market Microstructure Conference, Financial Conduct Authority.
- Keynote speaker, 2017 Time and Money, ATIS Workshop on Time Sync in Financial Markets.
- Paper presentation, 2015 Market Microstructure and High Frequency Data, University of Chicago.
- Paper presentation, 2015 The Mathematics of High Frequency Finance, IPAM, UCLA. Panel member, 2015 Current Topics in Financial Regulation, University of Notre Dame.
- Paper presentation, 2014 Market Microstructure: Confronting Many Viewpoints.
- Paper presentation, 2014 Frontiers of Finance Conference, University of Warwick.
- Paper presentation, 2013 Paris Financial Management Conference.
- Paper presentation, 2013 Perm Winter School.
- Paper presentation, 2012 Latsis Symposium.
- Paper presentation, 2011 FMA Conference.
- Paper presentation (by co-author), 2010 NBER Conference on Market Microstructure.
- Paper presentation, 2009 SFI Market Design and Structure Workshop.
- Paper presentation, 2008 SFI Market Ecology Workshop.
- Paper presentation, 2008 SNDE Symposium.
- Paper presentation, 2007 APS March Meeting.
- Paper presentation, 2006 APS March Meeting.
UNIVERSITY PRESENTATIONS
- University of Delaware, 2017
- George Mason University, 2016
- University of Utah, 2016
- University of Technology Sydney, 2016
- SEC Speaks, 2016
- Cornell University, 2015
- American University, 2015
- University College London, 2014
- U.S. Securities and Exchange Commission, 2014
- University of Oxford, 2013.
- Universidad del Desarrollo, 2012
- Oxford-Man Institute, 2012
- Winton Capital Management, 2011
- Australian National University, 2011 University of New South Wales, 2011
- Monash University, 2009.
- University of Technology Sydney, 2008.
- Santa Fe Institute, 2007.
Last Reviewed or Updated: Oct. 11, 2024